BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,355
COMMITMENTS
1,090 1,980 172 3,273 2,596 4,535 4,748 820 607
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 140)
116 62 -23 79 122 172 161 -32 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 37.0 3.2 61.1 48.5 84.7 88.7 15.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 10 7 18 19 28 31
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,960
COMMITMENTS
21,888 8,179 844 8,977 18,642 31,709 27,665 3,251 7,295
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -280)
-508 -212 97 322 208 -89 93 -191 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.6 23.4 2.4 25.7 53.3 90.7 79.1 9.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 20 16 19 25 55 55
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,391
COMMITMENTS
520 856 1,495 3,916 3,340 5,931 5,691 460 700
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 382)
-10 70 -3 389 317 376 384 6 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 13.4 23.4 61.3 52.3 92.8 89.0 7.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 10 11 18 19 32 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 194,794
COMMITMENTS
79,743 45,649 25,907 71,561 88,543 177,211 160,099 17,583 34,695
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,253)
-849 -1,867 796 1,733 1,648 1,680 577 573 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 23.4 13.3 36.7 45.5 91.0 82.2 9.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
85 73 87 50 83 186 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,654
COMMITMENTS
130,382 43,393 43,581 108,241 171,345 282,204 258,319 25,450 49,335
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 7,348)
4,278 -1,638 1,898 1,409 5,910 7,585 6,170 -237 1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 14.1 14.2 35.2 55.7 91.7 84.0 8.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
127 85 118 100 144 281 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,376
COMMITMENTS
1,340 1,682 312 1,511 1,263 3,163 3,257 1,213 1,119
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 185)
-99 252 -52 250 -19 99 181 86 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 38.4 7.1 34.5 28.9 72.3 74.4 27.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 12 8 17 15 37 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,751
COMMITMENTS
20,793 13,862 5,342 10,539 8,671 36,674 27,875 8,077 16,876
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,124)
213 -253 515 297 449 1,025 711 99 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 31.0 11.9 23.6 19.4 82.0 62.3 18.0 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
44 52 48 40 57 116 142
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,142
COMMITMENTS
447 4,276 119 3,478 419 4,044 4,814 1,098 328
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 159)
-51 200 -16 46 -77 -21 107 180 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 83.2 2.3 67.6 8.1 78.6 93.6 21.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 2 11 3 16 9
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,947
COMMITMENTS
5,140 15,989 167 17,902 7,091 23,209 23,247 738 700
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 974)
191 717 0 636 312 827 1,029 147 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 66.8 0.7 74.8 29.6 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 8 8 21 20 40 35
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,908
COMMITMENTS
16,429 2,050 0 8,372 24,213 24,801 26,263 2,107 645
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -92)
-436 -247 0 0 129 -436 -118 344 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.1 7.6 0.0 31.1 90.0 92.2 97.6 7.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 2 0 5 8 15 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 93,212
COMMITMENTS
36,597 38,195 1,319 30,039 21,370 67,955 60,884 25,257 32,328
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -12,868)
14,351 4,195 -2,987 -22,745 -17,472 -11,381 -16,264 -1,487 3,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 41.0 1.4 32.2 22.9 72.9 65.3 27.1 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 27 7 17 21 47 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,605
COMMITMENTS
14,303 24,394 270 34,388 5,123 48,961 29,787 5,644 24,818
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -580)
-19,173 -1,972 -63 18,360 458 -876 -1,577 296 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 44.7 0.5 63.0 9.4 89.7 54.5 10.3 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 15 5 12 8 25 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 143,192
COMMITMENTS
21,411 83,068 1,379 114,733 51,810 137,523 136,257 5,669 6,935
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 4,026)
605 -4,419 156 2,941 8,457 3,702 4,194 324 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 58.0 1.0 80.1 36.2 96.0 95.2 4.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
33 61 9 17 19 56 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 212,492
COMMITMENTS
50,062 107,161 3,901 138,923 63,441 192,886 174,503 19,606 37,989
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 7,006)
5,910 3,659 -312 1,513 2,524 7,111 5,871 -105 1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 50.4 1.8 65.4 29.9 90.8 82.1 9.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
26 54 11 17 39 49 98
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 219,343
COMMITMENTS
40,565 127,574 1,265 160,533 46,704 202,363 175,543 16,980 43,800
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -1,092)
-23,635 -12,075 -226 23,332 8,726 -529 -3,575 -563 2,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 58.2 0.6 73.2 21.3 92.3 80.0 7.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
23 58 7 29 34 56 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 405,681
COMMITMENTS
123,281 192,689 9,952 220,288 141,332 353,521 343,973 52,160 61,708
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 6,092)
5,821 -2,816 -599 640 10,583 5,862 7,168 230 -1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 47.5 2.5 54.3 34.8 87.1 84.8 12.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
63 96 33 54 61 131 177
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,949
COMMITMENTS
22,019 6,652 559 17,684 34,027 40,262 41,238 1,687 711
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 14,890)
3,960 1,500 -348 11,169 13,610 14,781 14,762 109 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 15.9 1.3 42.2 81.1 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 10 1 5 6 20 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,266
COMMITMENTS
25,448 36,449 206 14,716 2,984 40,370 39,639 2,896 3,627
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,460)
-2,865 1,183 -43 5,032 -165 2,124 975 -664 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 84.2 0.5 34.0 6.9 93.3 91.6 6.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
28 27 4 15 5 45 34
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,900
COMMITMENTS
4,105 3,713 0 2,875 3,613 6,980 7,326 920 574
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 162)
102 40 0 75 154 177 194 -15 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.0 47.0 0.0 36.4 45.7 88.4 92.7 11.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 5 0 5 3 14 8
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,132,747
COMMITMENTS
579,240 2485417 2082340 7935133 5417262 10596713 9985019 536,034 1147728
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 39,238)
159,326 57,639 -69,135 -54,008 44,689 36,183 33,193 3,055 6,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 22.3 18.7 71.3 48.7 95.2 89.7 4.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
34 86 94 108 118 209 241
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 609,421
COMMITMENTS
89,989 83,335 13,349 427,699 434,749 531,037 531,434 78,384 77,987
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,460)
5,202 -2,467 -1,601 -4,816 2,980 -1,215 -1,088 2,675 2,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 13.7 2.2 70.2 71.3 87.1 87.2 12.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
122 134 68 216 221 373 388
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 58,585
COMMITMENTS
5,633 921 316 21,539 38,527 27,488 39,764 31,097 18,821
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,135)
-1,228 26 4 1,274 2,118 50 2,148 2,085 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 1.6 0.5 36.8 65.8 46.9 67.9 53.1 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 6 4 17 23 28 30
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,754,179
COMMITMENTS
425,301 415,593 61,644 2030801 1981111 2517746 2458348 236,433 295,831
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -3,376)
25,329 -19,284 -1,204 -30,450 4,310 -6,325 -16,178 2,949 12,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 15.1 2.2 73.7 71.9 91.4 89.3 8.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
120 133 65 211 216 364 381
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,015
COMMITMENTS
28,141 2,538 116 56,019 89,844 84,276 92,498 11,739 3,517
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -1,313)
-92 -650 0 -67 -226 -159 -876 -1,154 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 2.6 0.1 58.3 93.6 87.8 96.3 12.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 3 1 45 33 63 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,880
COMMITMENTS
23,167 6,463 650 15,192 33,810 39,009 40,923 5,871 3,957
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 489)
297 -1,419 126 91 2,083 514 790 -25 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.6 14.4 1.4 33.9 75.3 86.9 91.2 13.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
66 54 14 56 64 129 125
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 224,401
COMMITMENTS
115,836 32,316 3,248 75,962 169,052 195,046 204,616 29,355 19,785
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,445)
1,486 -7,095 631 454 10,414 2,571 3,950 -126 -1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.6 14.4 1.4 33.9 75.3 86.9 91.2 13.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
66 54 14 56 64 129 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 94,451
COMMITMENTS
44,076 45,586 1,671 28,548 19,310 74,295 66,567 20,156 27,884
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 17,535)
5,755 11,206 -118 11,875 5,398 17,512 16,486 23 1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 48.3 1.8 30.2 20.4 78.7 70.5 21.3 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 29 5 14 13 43 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,503
COMMITMENTS
5,976 5,911 0 15,101 16,295 21,077 22,206 7,426 6,297
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -496)
-445 134 0 25 -65 -420 69 -76 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 20.7 0.0 53.0 57.2 73.9 77.9 26.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 7 0 15 8 25 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,684
COMMITMENTS
11,638 20,519 1,160 34,208 17,995 47,006 39,674 8,678 16,010
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 719)
1,760 -6 -297 77 -376 1,540 -679 -821 1,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 36.8 2.1 61.4 32.3 84.4 71.2 15.6 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 15 5 35 24 60 41
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(GSCI X $250) OPEN INTEREST: 14,315
COMMITMENTS
7,679 4,731 0 5,930 9,436 13,609 14,167 706 148
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -168)
-174 -122 0 -23 0 -197 -122 29 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 33.0 0.0 41.4 65.9 95.1 99.0 4.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 0 9 2 15 7
Updated December 30, 2016